Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 5.17% | 0.21 CHF | 0.22 CHF | 600,000 | 200,000 | 742,430 | 247,477 | 140,276 CHF | 49,234 CHF | 96.36% | 96.36% |
12/07/2024 | 5.23% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 139,960 CHF | 49,153 CHF | 97.64% | 97.64% |
11/07/2024 | 5.19% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 140,922 CHF | 49,474 CHF | 97.90% | 97.90% |
10/07/2024 | 4.39% | 0.21 CHF | 0.22 CHF | 750,000 | 250,000 | 708,930 | 236,310 | 157,756 CHF | 54,949 CHF | 96.77% | 96.77% |
09/07/2024 | 4.04% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 145,453 CHF | 50,485 CHF | 94.84% | 94.84% |
08/07/2024 | 4.25% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 725,096 | 241,699 | 166,946 CHF | 58,066 CHF | 95.78% | 95.78% |
05/07/2024 | 4.40% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 167,116 CHF | 58,205 CHF | 97.67% | 97.67% |
04/07/2024 | 4.54% | 0.21 CHF | 0.22 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 161,653 CHF | 56,384 CHF | 90.55% | 90.55% |
03/07/2024 | 4.28% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 749,815 | 249,938 | 171,564 CHF | 59,688 CHF | 95.99% | 95.99% |
02/07/2024 | 3.57% | 0.26 CHF | 0.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 165,303 CHF | 57,101 CHF | 98.90% | 98.90% |